Shi, Peng; Valdez, Emiliano A. - In: Insurance: Mathematics and Economics 55 (2014) C, pp. 18-29
correlated with each other, the multivariate count regression models that emphasize the dependency among claim types are more … alternative approaches to constructing multivariate count models based on the negative binomial distribution. A classical approach … multivariate claim counts using copulas. The first one works with the discrete count data directly using a mixture of max …